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Keywords : option pricing
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Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options

Zhang Nan , Ka Lok Man
9th International Conference on Network and Parallel Computing (NPC), Sep 2012, Gwangju, South Korea. pp.453-462, ⟨10.1007/978-3-642-35606-3_54⟩
Conference papers hal-01551362v1